Limit Strategy Tester to 4 digits? | Forex Factory

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Limit Strategy Tester to 4 digits?

  • #1
  • First Post: Aug 26, 2011 11:40pm Aug 26, 2011 11:40pm
I have searched to find this answer: Is there any way to make Strategy Tester in MT4 use only 4 digits for the Every Tick mode even on a 5 digit broker? The Open Prices mode does not give accurate results for my EA testing but with 5 digit brokers, the testing takes hours, just for a few weeks of results.
  • #2
  • Aug 27, 2011 3:43am Aug 27, 2011 3:43am
Quoting ericjschroed
I have searched to find this answer: Is there any way to make Strategy Tester in MT4 use only 4 digits for the Every Tick mode even on a 5 digit broker? The Open Prices mode does not give accurate results for my EA testing but with 5 digit brokers, the testing takes hours, just for a few weeks of results.
I don't think it would help, even if it was possible.

The number of ticks (price changes) per bar that MT4 generates is equal to the Volume for that bar.

Do you have the source code your EA?

If so you can try something like this (at the beginning of the start() function):

Inserted Code
   int Vol = Volume[0];
   if(Vol % 8 == 0 && Vol != 1) return(0);
It should make it ~8 times faster, but will lose some accuracy.

or:

Inserted Code
 if(MathAbs(Bid - High[0]) > Point && MathAbs(Bid - Low[0]) > Point)  return(0);
(Trade only when close to High or Low)

BTW: You know that if you run your EA in visual mode, you can press "Skip To" if you don't want to watch it all? Right?

/Leif
  • #3
  • Aug 27, 2011 11:43am Aug 27, 2011 11:43am
Quoting LastViking
I don't think it would help, even if it was possible.

The number of ticks (price changes) per bar that MT4 generates is equal to the Volume for that bar.

Do you have the source code your EA?

If so you can try something like this (at the beginning of the start() function):

Inserted Code
   int Vol = Volume[0];
   if(Vol % 8 == 0 && Vol != 1) return(0);
It should make it ~8 times faster, but will lose some accuracy.

or:

Inserted Code
 if(MathAbs(Bid - High[0]) > Point && MathAbs(Bid - Low[0]) > Point)  return(0);
(Trade only when close to...
I'm not worried about the volume, I just want my backtests to run faster. Sure I can add code not to do anything in the EA unless a certain thing happens but that doesn't stop the tester from running through every single 1/10 pip. In a previous EA I added some code to ignore all the 1/10the pips but don't remember it running any faster. Now if I had a PC that was 10x faster...

And Skip To is no good because it only skips to dates, not specific times such as London open or US open. I'll try your second suggestion to see if it makes a difference.
  • #4
  • Aug 27, 2011 1:38pm Aug 27, 2011 1:38pm
So I tried this but it didn't make it any faster. Is my logic wrong?

Inserted Code
if(LastPrice == NormalizeDouble(Close[0],4))
return(0);
...
LastPrice = NormalizeDouble(Close[0],4)
Yes, I tried the High - Close code and it made it much faster but then you're missing a lot of activity, especially on the higher TFs like H4 and D1.
  • #5
  • Aug 27, 2011 2:42pm Aug 27, 2011 2:42pm
Quoting ericjschroed
So I tried this but it didn't make it any faster. Is my logic wrong?
Maybe you could try something like this:

Inserted Code
if(Mathabs(Bid - NormalizeDouble(Bid, 4)) > 0.00001) return(0);
That way your code will not be executed on "mini pipes" (execute only if Bid == x.xxxx0 ...)


Don't use "==" or "!=" when comparing doubles in MT4, it's buggy... That's why I use Mathabs( ... )


BTW: Volume in MT4 is directly related to market activity. It's just tick volume i.e. every time MT receives a tick from the server 1 is added to the volume of the current bar. Has nothing to do with real volume.

So, when the strategy tester execute your EA same thing happens, 1 is added to the volume every time the price changes.

The first code I posted would only execute when Volume is dividable by 8 (reminder == 0) -that is, on every 8'th tick (on every 8'th price change). /BTW
  • #6
  • Last Post: Aug 27, 2011 7:20pm Aug 27, 2011 7:20pm
Looks like that's good enough for Government work! It only takes 4 minutes to test one day at M5 as opposed to 26 minutes, and the results look the same. I'm gonna put that in all my EAs and maybe even use it live!
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